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Trexquant Investment Portfolio holdings
AUM
$13.9B
1-Year Est. Return
31.98%
This Fund
S&P 500
This Quarter
Est. Return
+8.5%
1 Year Est. Return
+31.98%
3 Year Est. Return
+90.18%
5 Year Est. Return
+73.02%
10 Year Est. Return
+326.84%
AUM
$1.69B
AUM Growth
+$533M
(+46%)
Cap. Flow
+$449M
Cap. Flow
% of AUM
26.58%
Top 10 Holdings %
Top 10 Hldgs %
7.59%
Holding
1,374
New
549
Increased
258
Reduced
181
Closed
385
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Marathon Petroleum
MPC
|
+$13.2M |
| 2 |
Edwards Lifesciences
EW
|
+$12.7M |
| 3 |
Chevron
CVX
|
+$12.6M |
| 4 |
ExxonMobil
XOM
|
+$12.5M |
| 5 |
Hewlett Packard
HPE
|
+$12.5M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Carnival Corporation Ltd
CCL
|
+$9.38M |
| 2 |
Elevance Health
ELV
|
+$9.35M |
| 3 |
Cisco
CSCO
|
+$9.23M |
| 4 |
Intuit
INTU
|
+$9.17M |
| 5 |
SLB Ltd
SLB
|
+$8.97M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 19.93% |
| 2 | Consumer Discretionary | 13.67% |
| 3 | Financials | 12.74% |
| 4 | Healthcare | 12.42% |
| 5 | Industrials | 11% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
801
Grupo Aval
AVAL
$5.72B
| $263K | 0.02% |
+30,208
| New | +$243K |
|
802
Vale
VALE
$62.9B
| $262K | 0.02% |
19,848
-267,920
| -93% | -$3.22M |
|
803
Vanguard Total World Stock ETF
VT
$76.4B
| $262K | 0.02% |
+3,238
| New | +$252K |
|
804
Wolverine World Wide
WWW
$1.56B
| $262K | 0.02% |
7,756
-1,923
| -20% | -$60K |
|
805
ANI Pharmaceuticals
ANIP
$1.78B
| $260K | 0.02% |
+4,213
| New | +$279K |
|
|
BRSL
806
Brightstar Lottery PLC
BRSL
$1.93B
| $260K | 0.02% |
+17,395
| New | +$248K |
|
807
Simpson Manufacturing
SSD
$7.95B
| $260K | 0.02% |
+3,236
| New | +$252K |
|
|
DERM
808
DELISTED
Dermira, Inc.
DERM
| $260K | 0.02% |
+17,177
| New | +$148K |
|
809
Gold Fields
GFI
$29.4B
| $259K | 0.02% |
39,281
-80,181
| -67% | -$454K |
|
|
MODN
810
DELISTED
MODEL N, INC.
MODN
| $259K | 0.02% |
+7,381
| New | +$225K |
|
|
DCH
811
Dauch Corp
DCH
$1.32B
| $258K | 0.02% |
23,949
+1,127
| +5% | +$10.7K |
|
812
Digital Turbine
APPS
$1.04B
| $257K | 0.02% |
+35,983
| New | +$268K |
|
813
Supernus Pharmaceuticals
SUPN
$2.73B
| $257K | 0.02% |
+10,832
| New | +$263K |
|
814
HUB Group
HUBG
$2.93B
| $256K | 0.02% |
9,998
-7,932
| -44% | -$196K |
|
815
Tennant Co
TNC
$1.48B
| $255K | 0.02% |
+3,275
| New | +$244K |
|
|
KRA
816
DELISTED
Kraton Corporation
KRA
| $255K | 0.02% |
10,088
-3,482
| -26% | -$84.3K |
|
817
Digi International
DGII
$2.55B
| $253K | 0.02% |
+14,265
| New | +$226K |
|
818
Cheesecake Factory
CAKE
$4.32B
| $252K | 0.01% |
6,492
-22,017
| -77% | -$908K |
|
819
Vanguard S&P 500 Growth ETF
VOOG
$25.3B
| $252K | 0.01% |
+8,658
| New | +$240K |
|
|
EFC
820
Ellington Financial
EFC
$1.68B
| $251K | 0.01% |
13,717
-2,938
| -18% | -$53.7K |
|
821
La-Z-Boy
LZB
$1.62B
| $251K | 0.01% |
+7,985
| New | +$268K |
|
822
Vanguard Global ex-US Real Estate ETF
VNQI
$3.5B
| $251K | 0.01% |
4,256
+520
| +14% | +$31.2K |
|
823
Enova International
ENVA
$6.27B
| $250K | 0.01% |
10,393
-3,991
| -28% | -$89.8K |
|
|
FSCT
824
DELISTED
ForeScout Technologies, Inc. Common Stock
FSCT
| $250K | 0.01% |
+7,609
| New | +$249K |
|
825
AC Immune
ACIU
$234M
| $248K | 0.01% |
+29,092
| New | +$194K |
|
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Trexquant Investment's Q4 2019 Portfolio in Review
As of Q4 2019, Trexquant Investment held 1,374 positions worth $1.69B, up 46% from $1.16B the previous quarter. Its ten largest holdings account for 7.6% of the portfolio.
Trexquant Investment deployed $449M of net new capital in Q4 2019, opening 549 new positions and adding to 258 existing holdings. Its largest new stake was Marathon Petroleum: 211,757 shares worth $12.8M.
By sector, the portfolio is most concentrated in Technology at 20% of assets, up from 18% a quarter earlier, followed by Consumer Discretionary and Financials.
On the sell side, the largest reduction was Altria Group, an estimated $8.73M trimmed.
- Trexquant Investment's largest Q4 2019 buy was Marathon Petroleum: 211,757 shares worth $12.8M.
- Trexquant Investment added most to General Mills in Q4 2019, an estimated $11.7M increase.
- Trexquant Investment's biggest Q4 2019 reduction was Altria Group, cutting an estimated $8.73M.
- Trexquant Investment fully exited Carnival Corporation Ltd in Q4 2019, selling an estimated $9.38M.
- Trexquant Investment's ten largest holdings make up 7.6% of its $1.69B portfolio in Q4 2019.
- Trexquant Investment opened 549 new positions and closed 385 in Q4 2019.
- Trexquant Investment's portfolio value rose 46% quarter-over-quarter to $1.69B.
Based on Trexquant Investment's 13F filing for Q4 2019, filed 12 Feb 2020.